Random Processes
From MaRDI portal
Publication:4575206
DOI10.1142/10578zbMath1440.60003OpenAlexW4233538646MaRDI QIDQ4575206
Publication date: 13 July 2018
Full work available at URL: https://doi.org/10.1142/10578
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx) Markov processes (60Jxx) Stochastic processes (60Gxx) Special processes (60Kxx)
Related Items
First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting, Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation, Level crossing statistics in a biologically motivated model of a long dynamic protrusion: passage times, random and extreme excursions, Asymptotic stabilization of a class of nonlinear SDEs, Valuing the distant future under stochastic resettings: the effect on discounting
